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BIS Symposium: CIP - RIP?

22–23 May 2017 | Basel, Switzerland

About the workshop

The BIS organised a workshop on covered interest parity in Basel on 22 and 23 May 2017. The one and half day symposium brought together a small group of academics, central bankers and market practitioners with expertise on the subject. The goal was to understand the extent of deviations of forward exchange rates from interest rate differentials, at both short and long maturities, and their drivers. What are the deviations telling us about the functioning of international finance?

Jaime Caruana, Bank for International Settlements | remarks

CIP then and nowRichard Levich, New York University | presentation

Chair   
Hyun Song Shin

Deviations from covered interest parity
paper
presentation
Adrien Verdelhan, Massachusetts Institute of Technology (with W Du and A Tepper)
Credit migration and covered interest rate parity
paper
presentation

Gordon Liao, Harvard Business School

Discussants

David Lando, Copenhagen Business School | presentation
Eila Kreivi, European Investment Bank | presentation
Teppei Nagano, Bank of Japan | presentation

 

Chair   
Andrea M Maechler, Swiss National Bank

Regulatory reforms and the dollar funding of global banks: evidence from the impact of monetary policy divergence
paper
presentation
Nao Sudo, Bank of Japan (joint with T Iida, T Kimura) 
The failure of covered interest parity: FX hedging demand and costly balance sheets
paper
presentation

Vlad Sushko, Bank for International Settlements (with C Borio, R McCauley, and P McGuire) 

Discussants

Angelo Ranaldo, University of St Gallen | presentation
Fabiola Ravazzolo, Federal Reserve Bank of New York

How I learned to stop worrying and love the basis
speechGuy Debelle, Reserve bank of Australia

Chair   
Guy Debelle, Reserve Bank of Australia

Segmented money markets and covered interest parity arbitrage
paper
presentation
Dagfinn Rime, BI Norwegian Business School (with A Schrimpf and O Syrstad) 
Limits to arbitrage in the foreign exchange market: evidence from FX trade repository data
paper
presentation

Gino Cenedese, Bank of England (with P Della Corte and T Wang)

Discussants

Suresh Sundaresan, Columbia Business School | presentation
Matt Boge, Reserve Bank of Australia
Itay Tuchman, Citibank

Developments in FX swap markets - Money market statistical reporting perspective
presentationPascal Nicoloso, European Central Bank
Dealer pricing distortions and the leverage ratio rule
presentation
additional paper
Darrell Duffie, Stanford University

Chair   
Claudio Borio, Bank for International Settlements

Dollar funding and the lending behaviour of global banks
paper
presentation
Victoria Ivashina, Harvard University (with J Stein and D Scharfstein) 
The dollar, bank leverage and the deviation from covered interest parity
paper
presentation

Wenxin Du, Board of Governors of the Federal Reserve (with S Avdjiev, C Koch and H S Shin)

Discussants

    
Andrea Buraschi, Imperial College London | presentation
Farooq Akram, Central Bank of Norway | presentation
Fabio Bassi, JP Morgan

 

Chair   
Claudio Borio, Bank for International Settlements

Should the basis worry us? What, if anything, should we do about it?
presentationAndrea Maechler, Swiss National Bank
Anna Nordstrom, Federal Reserve Bank of New York
Beatrice Devillon-Cohen, Société Générale
James Hassett, Barclays